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经典的通道指标i-Regr H&L



i-Regr H&L指标根据价格回归绘制通道,在中长期走势图上能够很直观的反映价格波动区间。

下面列举两种参数设置的效果

extern int degree = 1;//参数设置为1
extern double kstd = 2.0;
extern int bars = 100;//参数设置为100
extern int shift = 0;
效果如下:i-Regr H&L指标

extern int degree = 4;//参数设置为4
extern double kstd = 2.0;
extern int bars = 100;//参数设置为100
extern int shift = 0;
效果如下:i-Regr H&L指标

i-Regr H&L指标MQL4源码如下:

//+------------------------------------------------------------------+
//|                                                   i-Regr H&L.mq4 |
//|                                     Copyright 2016, QQ:125808047 |
//+------------------------------------------------------------------+
#property copyright "www.125808047.com"
#property link      "http://www.125808047.com/"
//----
#property indicator_chart_window
#property indicator_buffers 4
#property indicator_color1 LimeGreen
#property indicator_color2 LimeGreen
#property indicator_color3 Gold
#property indicator_color4 Gold


extern int degree = 1;
extern double kstd = 2.0;
extern int bars = 48;
extern int shift = 0;


//-----
double fxl[],fxh[],sqh[],sql[];

double ai[10,10],b[10],c[10],x[10],y[10],sx[20];
double sum,suml,sumh; 
int ip,p,n,f;
double qq,mm,tt;
int ii,jj,kk,ll,nn;

int i0 = 0;
datetime
      prevtime1=0;

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
{
  SetIndexBuffer(0, fxl); 
  SetIndexBuffer(1, fxh);
  SetIndexBuffer(2, sql);
  SetIndexBuffer(3, sqh);

  SetIndexStyle(0, DRAW_LINE);
  SetIndexStyle(1, DRAW_LINE);
  SetIndexStyle(2, DRAW_LINE);
  SetIndexStyle(3, DRAW_LINE);

  SetIndexEmptyValue(0, 0.0);
  SetIndexEmptyValue(1, 0.0);
  SetIndexEmptyValue(2, 0.0);
  SetIndexEmptyValue(3, 0.0);
  
  SetIndexShift(0, shift);
  SetIndexShift(1, shift);
  SetIndexShift(2, shift);
  SetIndexShift(3, shift);

  return(0);
}

//+------------------------------------------------------------------+
//| Custom indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
{
  return(0);
}

//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
{
  if (Bars < bars) return(0);
   if(prevtime1==iTime(NULL,0,0))
   {
      prevtime1=iTime(NULL,0,0);
      return(0);
   }
   else
      prevtime1=iTime(NULL,0,0);
//---- 
    
  int mi; 
  ip = bars;
  p=ip; 
  sx[1]=p+1; 
  nn = degree+1;

  SetIndexDrawBegin(0, Bars-p-1);
  SetIndexDrawBegin(1, Bars-p-1);
  SetIndexDrawBegin(2, Bars-p-1); 
  SetIndexDrawBegin(3, Bars-p-1); 
   
//----------------------sx-------------------------------------------------------------------
  for(mi=1;mi<=nn*2-2;mi++) 
  {
    sum=0;
    for(n=i0;n<=i0+p;n++)
    {
       sum+=MathPow(n,mi);
    }
    sx[mi+1]=sum;
  }  
  //----------------------syx-----------
  for(mi=1;mi<=nn;mi++)
  {
    suml=0.00000;
    sumh=0.00000;
    for(n=i0;n<=i0+p;n++)
    {
       if(mi==1) 
       {
         suml+=Low[n];
         sumh+=High[n];
       }
       else 
       {
         suml+=Low[n]*MathPow(n,mi-1);
         sumh+=High[n]*MathPow(n,mi-1);
       }
    }
    b[mi]=suml;
    c[mi]=sumh;
  } 
//===============Matrix=======================================================================================================
  for(jj=1;jj<=nn;jj++)
  {
    for(ii=1; ii<=nn; ii++)
    {
       kk=ii+jj-1;
       ai[ii,jj]=sx[kk];
    }
  }  
//===============Gauss========================================================================================================
  for(kk=1; kk<=nn-1; kk++)
  {
    ll=0;
    mm=0;
    for(ii=kk; ii<=nn; ii++)
    {
       if(MathAbs(ai[ii,kk])>mm)
       {
          mm=MathAbs(ai[ii,kk]);
          ll=ii;
       }
    }
    if(ll==0) return(0);   
    if (ll!=kk)
    {
       for(jj=1; jj<=nn; jj++)
       {
          tt=ai[kk,jj];
          ai[kk,jj]=ai[ll,jj];
          ai[ll,jj]=tt;
       }
       tt=b[kk];
       b[kk]=b[ll];
       b[ll]=tt;
       tt=c[kk];
       c[kk]=c[ll];
       c[ll]=tt;
    }  
    for(ii=kk+1;ii<=nn;ii++)
    {
       qq=ai[ii,kk]/ai[kk,kk];
       for(jj=1;jj<=nn;jj++)
       {
          if(jj==kk) ai[ii,jj]=0;
          else ai[ii,jj]=ai[ii,jj]-qq*ai[kk,jj];
       }
       b[ii]=b[ii]-qq*b[kk];
       c[ii]=c[ii]-qq*c[kk];
    }
  }  
  x[nn]=b[nn]/ai[nn,nn];
  y[nn]=c[nn]/ai[nn,nn];
  for(ii=nn-1;ii>=1;ii--)
  {
    mm=0;
    tt=0;
    for(jj=1;jj<=nn-ii;jj++)
    {
       mm=mm+ai[ii,ii+jj]*x[ii+jj];
       x[ii]=(1/ai[ii,ii])*(b[ii]-mm);
       tt=tt+ai[ii,ii+jj]*y[ii+jj];
       y[ii]=(1/ai[ii,ii])*(c[ii]-tt);
    }
  } 
//===========================================================================================================================
  for(n=i0;n<=i0+p;n++)
  {
    suml=0;
    sumh=0;
    for(kk=1;kk<=degree;kk++)
    {
       suml+=x[kk+1]*MathPow(n,kk);
       sumh+=y[kk+1]*MathPow(n,kk);
    }
    fxl[n]=x[1]+suml;
    fxh[n]=y[1]+sumh;
  } 
//-----------------------------------Std-----------------------------------------------------------------------------------
  suml=0;
  sumh=0;
  for(n=i0;n<=i0+p;n++)
  {
    suml+=MathPow(Low[n]-fxl[n],2);
    sumh+=MathPow(High[n]-fxh[n],2);
  }
  suml=MathSqrt(suml/(p+1))*kstd;
  sumh=MathSqrt(sumh/(p+1))*kstd;

  for(n=i0;n<=i0+p;n++)
  {
    sqh[n]=fxh[n]+sumh;
    sql[n]=fxl[n]-suml;
  }

  return(0);
}
//+------------------------------------------------------------------+

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